+981.1%
ON vs PBF
+303.9%
+677.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +2.4% | +4.3% | -1.9% | +1.5% |
| 30D | -3.3% | +22.0% | -25.3% | -7.7% |
| 3M | -43.6% | +74.5% | -118.1% | -50.6% |
| 6M | +19.0% | +67.7% | -48.7% | +3.0% |
| YTD | +37.4% | +179.2% | -141.8% | +4.6% |
| 1Y | +54.8% | +170.0% | -115.2% | +17.1% |
| 3Y | -25.2% | +66.4% | -91.6% | -39.7% |
| 5Y | +62.7% | +764.5% | -701.8% | -18.1% |
| 10Y | +574.3% | +358.5% | +215.8% | +221.6% |
| All | +981.1% | +303.9% | +677.2% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling